Robust goal programming

In the paper a new approach to goal programming is presented: the robust approach, applied so far to a single-objective linear programming. It is a "pessimistic" approach, meant to find a solution which will be reasonably good even in a bad case, but it is based on the assumption that almost never everything goes bad - the decision maker can control and simulate the pessimistic aspect of the decision situation. The pessimism refers here to uncertain coefficients in the goal functions. It is assumed that in each case only a certain number of them can take on unfavourable values - but we do not know which ones. A robust solution, i.e. the one which will be good even in the most pessimistic case among those considered to be possible - is determined, using only the linear programming methods.